+0.3%
AGI vs FLR
+2.5%
-2.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.8% | +11.6% | +11.0% |
| 7D | -5.3% | +1.4% | -6.6% | -5.7% |
| 30D | -7.1% | -5.9% | -1.2% | -5.6% |
| 3M | +4.4% | -7.6% | +12.0% | +6.0% |
| 6M | -23.0% | -9.3% | -13.7% | -22.4% |
| YTD | -22.0% | +20.1% | -42.1% | -29.2% |
| 1Y | +0.3% | +3.0% | -2.7% | -2.2% |
| All | +0.3% | +2.5% | -2.2% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling